+101.6%
JHX vs D
+36.8%
+64.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | -6.3% | -2.2% | -4.1% | -5.3% |
| 30D | -7.7% | -4.5% | -3.3% | -5.9% |
| 3M | +19.2% | -2.5% | +21.7% | +20.6% |
| 6M | +38.3% | +5.5% | +32.7% | +34.4% |
| YTD | +37.2% | +13.3% | +23.9% | +29.2% |
| 1Y | +42.3% | +11.8% | +30.4% | +34.2% |
| 3Y | -4.4% | +56.7% | -61.1% | -24.8% |
| 5Y | -26.4% | +4.3% | -30.6% | -30.0% |
| All | +101.6% | +36.8% | +64.8% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling